Numerical methods for the valuation of American options under jump-diffusion processes

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Numerical methods for the valuation of American options under jump-diffusion processes

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Title: Numerical methods for the valuation of American options under jump-diffusion processes
Author: Choi, Byeongwook
Abstract: Not available
Department: Business Administration
Subject: Finance--Mathematical models Options (Finance)--Prices--Mathematical models Jump processes Diffusion processes
URI: http://hdl.handle.net/2152/501
Date: 2002

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